+612.9%
OKTA vs SPY
+276.6%
+336.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.1% |
| 7D | +0.7% | +0.5% | +0.2% | 0.0% |
| 30D | +13.0% | -0.9% | +13.9% | +14.7% |
| 3M | +43.4% | +3.9% | +39.5% | +37.3% |
| 6M | +107.6% | +14.5% | +93.1% | +75.9% |
| YTD | +93.8% | +12.9% | +80.9% | +67.3% |
| 1Y | +80.8% | +19.4% | +61.5% | +45.7% |
| 3Y | +91.8% | +78.5% | +13.3% | -5.6% |
| 5Y | -36.4% | +81.8% | -118.1% | -68.0% |
| All | +612.9% | +276.6% | +336.3% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling